Share price$931.93
1D+1.9%
Sold putSold call
GE Vernova LLC GEV
INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERYi
Market dataready · fetched 2026-10-21T17:49:37.924Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:49:20.517015574Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:37.212221+00:00
GE Vernova LLC options
PutsExpensive1.11×
CallsFair0.97×
SkewBullish-4.91 pp
Implied moveBalanced±$31.57
TiltBullish3.2% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 967.92 | 58.9% | 4.3% | 899.50 | 58.7% | 4.0% |
| 25Δ | 960.73 | 58.6% | 3.7% | 906.25 | 58.2% | 3.4% |
| 30Δ | 954.59 | 58.9% | 3.2% | 912.15 | 58.2% | 3.0% |
| 35Δ | 948.74 | 58.6% | 2.8% | 917.94 | 56.9% | 2.5% |
| 40Δ | 943.44 | 59.2% | 2.5% | 923.14 | 56.3% | 2.2% |
| 45Δ | 938.18 | 59.3% | 2.1% | 928.08 | 56.0% | 1.9% |
| 50Δ | 933.03 | 59.5% | 1.8% | 932.91 | 55.3% | 1.6% |
| 55Δ | 927.88 | 59.5% | 1.6% | 937.68 | 54.9% | 1.3% |
| 60Δ | 922.45 | 61.2% | 1.3% | 942.53 | 54.8% | 1.1% |
| 65Δ | 916.86 | 61.5% | 1.1% | 947.41 | 54.2% | 0.9% |
| 70Δ | 910.73 | 62.6% | 0.9% | 952.34 | 53.3% | 0.7% |
| 75Δ | 904.14 | 63.2% | 0.7% | 958.78 | 54.7% | 0.6% |
| 80Δ | 896.40 | 64.5% | 0.6% | 962.46 | 50.3% | 0.4% |
20Δ
- Pseudo strike
- 967.92
- IV
- 58.9%
- B/E move
- 4.3%
- Pseudo strike
- 899.50
- IV
- 58.7%
- B/E move
- 4.0%
25Δ
- Pseudo strike
- 960.73
- IV
- 58.6%
- B/E move
- 3.7%
- Pseudo strike
- 906.25
- IV
- 58.2%
- B/E move
- 3.4%
30Δ
- Pseudo strike
- 954.59
- IV
- 58.9%
- B/E move
- 3.2%
- Pseudo strike
- 912.15
- IV
- 58.2%
- B/E move
- 3.0%
35Δ
- Pseudo strike
- 948.74
- IV
- 58.6%
- B/E move
- 2.8%
- Pseudo strike
- 917.94
- IV
- 56.9%
- B/E move
- 2.5%
40Δ
- Pseudo strike
- 943.44
- IV
- 59.2%
- B/E move
- 2.5%
- Pseudo strike
- 923.14
- IV
- 56.3%
- B/E move
- 2.2%
45Δ
- Pseudo strike
- 938.18
- IV
- 59.3%
- B/E move
- 2.1%
- Pseudo strike
- 928.08
- IV
- 56.0%
- B/E move
- 1.9%
50Δ
- Pseudo strike
- 933.03
- IV
- 59.5%
- B/E move
- 1.8%
- Pseudo strike
- 932.91
- IV
- 55.3%
- B/E move
- 1.6%
55Δ
- Pseudo strike
- 927.88
- IV
- 59.5%
- B/E move
- 1.6%
- Pseudo strike
- 937.68
- IV
- 54.9%
- B/E move
- 1.3%
60Δ
- Pseudo strike
- 922.45
- IV
- 61.2%
- B/E move
- 1.3%
- Pseudo strike
- 942.53
- IV
- 54.8%
- B/E move
- 1.1%
65Δ
- Pseudo strike
- 916.86
- IV
- 61.5%
- B/E move
- 1.1%
- Pseudo strike
- 947.41
- IV
- 54.2%
- B/E move
- 0.9%
70Δ
- Pseudo strike
- 910.73
- IV
- 62.6%
- B/E move
- 0.9%
- Pseudo strike
- 952.34
- IV
- 53.3%
- B/E move
- 0.7%
75Δ
- Pseudo strike
- 904.14
- IV
- 63.2%
- B/E move
- 0.7%
- Pseudo strike
- 958.78
- IV
- 54.7%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 896.40
- IV
- 64.5%
- B/E move
- 0.6%
- Pseudo strike
- 962.46
- IV
- 50.3%
- B/E move
- 0.4%
Options history
Table
| Date | IV |
|---|---|
| 57.75% | |
| 58.54% |